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Online Debiasing for Adaptively Collected High-dimensional Data with Applications to Time Series Analysis

4 November 2019

Papers citing "Online Debiasing for Adaptively Collected High-dimensional Data with Applications to Time Series Analysis"

23 / 23 papers shown

Title
On the bias, risk and consistency of sample means in multi-armed bandits Jaehyeok Shin Aaditya Ramdas Alessandro Rinaldo 59 37 0 02 Feb 2019
Semi-supervised Inference for Explained Variance in High-dimensional Linear Regression and Its Applications T. Tony Cai Zijian Guo 61 62 0 16 Jun 2018
False Discovery Rate Control via Debiased Lasso Adel Javanmard Hamid Javadi 69 56 0 12 Mar 2018
Accurate Inference for Adaptive Linear Models Y. Deshpande Lester W. Mackey Vasilis Syrgkanis Matt Taddy OffRL 94 62 0 18 Dec 2017
Interpretable Vector AutoRegressions with Exogenous Time Series Ines Wilms Sumanta Basu Jacob Bien David S. Matteson 28 9 0 09 Nov 2017
Why Adaptively Collected Data Have Negative Bias and How to Correct for It Xinkun Nie Xiaoying Tian Jonathan E. Taylor James Zou OnRL 68 90 0 07 Aug 2017
A Flexible Framework for Hypothesis Testing in High-dimensions Adel Javanmard Jason D. Lee 64 29 0 26 Apr 2017
Approximate Residual Balancing: De-Biased Inference of Average Treatment Effects in High Dimensions Susan Athey Guido Imbens Stefan Wager CML 459 387 0 25 Apr 2016
De-biasing the Lasso: Optimal Sample Size for Gaussian Designs Adel Javanmard Andrea Montanari 116 196 0 11 Aug 2015
Honest confidence regions and optimality in high-dimensional precision matrix estimation Jana Janková Sara van de Geer 103 75 0 08 Jul 2015
Confidence Intervals for High-Dimensional Linear Regression: Minimax Rates and Adaptivity T. Tony Cai Zijian Guo 193 185 0 18 Jun 2015
Batched bandit problems Vianney Perchet Philippe Rigollet Sylvain Chassang E. Snowberg OffRL 181 204 0 02 May 2015
Regularized estimation in sparse high-dimensional time series models Sumanta Basu George Michailidis AI4TS 116 426 0 17 Nov 2013
Confidence Intervals and Hypothesis Testing for High-Dimensional Regression Adel Javanmard Andrea Montanari 249 768 0 13 Jun 2013
On asymptotically optimal confidence regions and tests for high-dimensional models Sara van de Geer Peter Buhlmann Yaácov Ritov Ruben Dezeure 210 1,131 0 03 Mar 2013
Hypothesis Testing in High-Dimensional Regression under the Gaussian Random Design Model: Asymptotic Theory Adel Javanmard Andrea Montanari 186 161 0 17 Jan 2013
Linear Bandits in High Dimension and Recommendation Systems Y. Deshpande Andrea Montanari OffRL 131 71 0 08 Jan 2013
High-dimensional regression with noisy and missing data: Provable guarantees with nonconvexity Po-Ling Loh Martin J. Wainwright 119 562 0 16 Sep 2011
Scaled Sparse Linear Regression Tingni Sun Cun-Hui Zhang 188 508 0 24 Apr 2011
Square-Root Lasso: Pivotal Recovery of Sparse Signals via Conic Programming A. Belloni Victor Chernozhukov Lie Wang 183 675 0 28 Sep 2010
The LASSO risk for gaussian matrices Mohsen Bayati Andrea Montanari 186 319 0 16 Aug 2010
Linearly Parameterized Bandits Paat Rusmevichientong J. Tsitsiklis 391 562 0 18 Dec 2008
Simultaneous analysis of Lasso and Dantzig selector Peter J. Bickel Yaácov Ritov Alexandre B. Tsybakov 535 2,531 0 07 Jan 2008